If I understand what you are experiencing, I must ask the
question "Is your site based on Frames?".
If so, perhaps a bit of help on what frames are would be
in order: a frames based site contains something Front
Page refers to as a "frame set". The frame set is what
you would call when you reference your site, ie
your "index" page.
The frame set is used to contain the other content of
your site. When you File | Open your frame set page,
Front Page will automatically load the content specified
in the frame set properties, ie what content is to
display in what frame of the frame set.
If your frame set page is the active page displayed in
Front Page when you do a File | Open of another content
page on your web site, Front Page will load that content
into the frameset. If you then modify the content of the
page and do a File | Save, Front Page will only store the
modified content in the file containing that content.
It may appear as though it is adding it to your index page
but it is really only adding it to the content page.
I hope this helps you out.